A parametric family of correlation structures for the analysis of longitudinal data.

作者: Alvaro Munoz , Vincent Carey , Jan P. Schouten , Mark Segal , Bernard Rosner

DOI: 10.2307/2532340

关键词: Regression analysisMoving averageRandom effects modelMathematicsParametric familyApplied mathematicsMultivariate normal distributionContext (language use)Estimation theoryStatisticsAutoregressive model

摘要: … of the correlation structure is desired in order to optimize the efficiency of the estimation … symmetry, first-order autoregressive, and first-order moving average processes are obtained…

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